Stress Testing Banks (STB)

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Course No.: CT 19.03
Location: Shenzhen, China
Date: March 4, 2019-March 15, 2019 (2 Weeks)
Language: English (Chinese)

Target Audience:

Experienced practitioners from central banks and regulatory agencies, in particular those in supervisory and financial stability areas, including teams in charge of financial stability reports.


Participants should be familiar with basic statistical concepts, econometric analysis and distribution theory.

Course Description:

This two week course will deliver lectures and had-on workshops to build capacity for stress testing and systemic risk analysis. It will follow up on training provided in the first course. It will focus on advanced topics, including: solvency-liquidity interactions and macro-financial feedback loops; contagion and network analysis; and market-based tools for systemic risk analysis.

Important Note for Online Courses:

For Online Learning (OL) courses, which are delivered through the edX platform, you will need an additional piece of information to register: you will be prompted for your edX.org username. If you do not already have a username, please go to https://courses.edx.org/register and sign up for a free account. Once you have created an account, you may complete the IMF Institute application. If you already have an edX account, your username can be found on the top right of the screen after logging in.

Important Note for Internal Economics Training Courses:

Internal Economics Training (IT) courses are self-financed. The IMF will not charge officials for attending courses. However, all travel, insurance, hotel, and living costs will need to be covered by the agency sponsoring the participants.